-26.0%
UPS vs DHI
+21.1%
-47.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.4% | -0.1% |
| 7D | -2.0% | -3.4% | +1.4% | -1.1% |
| 30D | -2.0% | -5.4% | +3.5% | -0.5% |
| 3M | -6.2% | -10.4% | +4.2% | -3.7% |
| 6M | +2.8% | -2.8% | +5.5% | +3.1% |
| YTD | +5.9% | -3.4% | +9.3% | +6.3% |
| 1Y | +26.2% | -22.9% | +49.2% | +33.4% |
| 3Y | -26.0% | +20.7% | -46.7% | -31.0% |
| All | -26.0% | +21.1% | -47.1% | -31.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DHI.
Daily Out/Under-Performance
Portfolio return minus DHI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded DHI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling